Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.84% | 93.63 % | 94.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'440 GBP | 238'440 GBP | 99.99% | 99.99% |
19.11.2024 | 0.84% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'343 GBP | 240'343 GBP | 99.79% | 99.79% |
18.11.2024 | 0.82% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'317 GBP | 244'317 GBP | 99.99% | 99.99% |
15.11.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'162 GBP | 245'162 GBP | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.17 % | 97.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'823 GBP | 244'823 GBP | 99.91% | 99.91% |
13.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'287 GBP | 245'287 GBP | 99.88% | 99.88% |
12.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'720 GBP | 244'720 GBP | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'490 GBP | 244'490 GBP | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'864 GBP | 242'864 GBP | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'885 GBP | 242'885 GBP | 99.97% | 99.97% |